| Trading Metrics calculated at close of trading on 14-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2007 |
14-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
6,123.0 |
6,184.0 |
61.0 |
1.0% |
6,168.5 |
| High |
6,253.5 |
6,281.0 |
27.5 |
0.4% |
6,425.0 |
| Low |
6,114.0 |
6,142.5 |
28.5 |
0.5% |
6,045.0 |
| Close |
6,245.5 |
6,161.5 |
-84.0 |
-1.3% |
6,062.5 |
| Range |
139.5 |
138.5 |
-1.0 |
-0.7% |
380.0 |
| ATR |
126.3 |
127.2 |
0.9 |
0.7% |
0.0 |
| Volume |
234,514 |
136,010 |
-98,504 |
-42.0% |
656,075 |
|
| Daily Pivots for day following 14-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,610.5 |
6,524.5 |
6,237.5 |
|
| R3 |
6,472.0 |
6,386.0 |
6,199.5 |
|
| R2 |
6,333.5 |
6,333.5 |
6,187.0 |
|
| R1 |
6,247.5 |
6,247.5 |
6,174.0 |
6,221.0 |
| PP |
6,195.0 |
6,195.0 |
6,195.0 |
6,182.0 |
| S1 |
6,109.0 |
6,109.0 |
6,149.0 |
6,083.0 |
| S2 |
6,056.5 |
6,056.5 |
6,136.0 |
|
| S3 |
5,918.0 |
5,970.5 |
6,123.5 |
|
| S4 |
5,779.5 |
5,832.0 |
6,085.5 |
|
|
| Weekly Pivots for week ending 10-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,317.5 |
7,070.0 |
6,271.5 |
|
| R3 |
6,937.5 |
6,690.0 |
6,167.0 |
|
| R2 |
6,557.5 |
6,557.5 |
6,132.0 |
|
| R1 |
6,310.0 |
6,310.0 |
6,097.5 |
6,244.0 |
| PP |
6,177.5 |
6,177.5 |
6,177.5 |
6,144.5 |
| S1 |
5,930.0 |
5,930.0 |
6,027.5 |
5,864.0 |
| S2 |
5,797.5 |
5,797.5 |
5,993.0 |
|
| S3 |
5,417.5 |
5,550.0 |
5,958.0 |
|
| S4 |
5,037.5 |
5,170.0 |
5,853.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,425.0 |
6,045.0 |
380.0 |
6.2% |
134.5 |
2.2% |
31% |
False |
False |
160,093 |
| 10 |
6,425.0 |
6,045.0 |
380.0 |
6.2% |
119.5 |
1.9% |
31% |
False |
False |
147,943 |
| 20 |
6,691.0 |
6,045.0 |
646.0 |
10.5% |
116.5 |
1.9% |
18% |
False |
False |
139,389 |
| 40 |
6,772.0 |
6,045.0 |
727.0 |
11.8% |
90.5 |
1.5% |
16% |
False |
False |
112,207 |
| 60 |
6,796.0 |
6,045.0 |
751.0 |
12.2% |
81.5 |
1.3% |
16% |
False |
False |
91,142 |
| 80 |
6,796.0 |
6,045.0 |
751.0 |
12.2% |
70.5 |
1.1% |
16% |
False |
False |
68,440 |
| 100 |
6,796.0 |
6,045.0 |
751.0 |
12.2% |
63.5 |
1.0% |
16% |
False |
False |
54,817 |
| 120 |
6,796.0 |
6,045.0 |
751.0 |
12.2% |
58.5 |
0.9% |
16% |
False |
False |
45,718 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,869.5 |
|
2.618 |
6,643.5 |
|
1.618 |
6,505.0 |
|
1.000 |
6,419.5 |
|
0.618 |
6,366.5 |
|
HIGH |
6,281.0 |
|
0.618 |
6,228.0 |
|
0.500 |
6,212.0 |
|
0.382 |
6,195.5 |
|
LOW |
6,142.5 |
|
0.618 |
6,057.0 |
|
1.000 |
6,004.0 |
|
1.618 |
5,918.5 |
|
2.618 |
5,780.0 |
|
4.250 |
5,554.0 |
|
|
| Fisher Pivots for day following 14-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,212.0 |
6,163.0 |
| PP |
6,195.0 |
6,162.5 |
| S1 |
6,178.0 |
6,162.0 |
|